S&P GSCI Wheat Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:18.48% (+0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0263 | 19.27 | |
| 0.0581 | 24.59 | |
| 0.9451 | 655.87 | |
| -0.0249 | -6.66 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
Other S&P GSCI Wheat Index Analyses
Other GJR-GARCH Analyses on Commodities